+224.7%
HPE vs GME
+106.8%
+117.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | +7.9% | +2.9% | +5.0% | +7.7% |
| 30D | -23.5% | -4.8% | -18.7% | -23.3% |
| 3M | -19.1% | +39.2% | -58.3% | -20.8% |
| 6M | +51.4% | +17.1% | +34.3% | +49.5% |
| YTD | +103.4% | +28.7% | +74.7% | +99.3% |
| 1Y | +114.4% | +23.3% | +91.1% | +110.6% |
| 3Y | +224.7% | +112.9% | +111.7% | +181.5% |
| All | +224.7% | +106.8% | +117.9% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling